Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.O.12: Loss of Rehypothecation Rights Due to a Change in Financial Condition

Report Date Reporting Entity PID Product Counterparty G-SIB Maturity Amount Maturity Bucket Forward Start Amount Forward Start Bucket Collateral Class Collateral Value Internal Internal Counterparty Business Line
2025-10-08 Liberty International Finance Ltd. O.O.12 Loss of Rehypothecation Rights Due to a Change in Financial Condition Other No 1058.74 Day 56 96.72 <30 Days A-3 194.58 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.12 Loss of Rehypothecation Rights Due to a Change in Financial Condition Other Yes 3544.23 Day 56 380.51 <30 Days A-4 250.97 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.12 Loss of Rehypothecation Rights Due to a Change in Financial Condition Other No 4529.22 Day 56 420.43 <30 Days A-5 691.97 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.12 Loss of Rehypothecation Rights Due to a Change in Financial Condition Other Yes 984.45 Day 56 81.19 <30 Days CB-1 69.96 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.12 Loss of Rehypothecation Rights Due to a Change in Financial Condition Other Yes 12453.40 Day 56 1259.85 30-90 Days CB-2 148.37 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.12 Loss of Rehypothecation Rights Due to a Change in Financial Condition Other No 15941.89 Day 56 1449.91 Open CB-3 2739.80 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.12 Loss of Rehypothecation Rights Due to a Change in Financial Condition Other No 16364.57 Day 56 1744.21 Open E-1 861.91 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.12 Loss of Rehypothecation Rights Due to a Change in Financial Condition Other Yes 14075.72 Day 56 1761.60 Open E-2 2650.56 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.12 Loss of Rehypothecation Rights Due to a Change in Financial Condition Other Yes 5817.88 Day 56 116.97 91-180 Days G-1 368.29 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.12 Loss of Rehypothecation Rights Due to a Change in Financial Condition Other No 12724.84 Day 56 1313.13 <30 Days G-2 1717.72 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.12 Loss of Rehypothecation Rights Due to a Change in Financial Condition Other Yes 13889.33 Day 56 764.96 <30 Days G-3 2313.90 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.12 Loss of Rehypothecation Rights Due to a Change in Financial Condition Other No 9041.59 Day 56 383.20 30-90 Days IG-1 806.57 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.12 Loss of Rehypothecation Rights Due to a Change in Financial Condition Other Yes 12249.98 Day 56 1408.78 91-180 Days IG-2 1905.80 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.12 Loss of Rehypothecation Rights Due to a Change in Financial Condition Other No 8426.52 Day 56 185.92 Open S-1 1037.11 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.12 Loss of Rehypothecation Rights Due to a Change in Financial Condition Other Yes 10454.47 Day 56 46.08 91-180 Days S-2 929.27 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.12 Loss of Rehypothecation Rights Due to a Change in Financial Condition Other Yes 388.19 Day 56 24.59 Open S-3 60.03 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.12 Loss of Rehypothecation Rights Due to a Change in Financial Condition Other No 10187.03 Day 56 604.22 Open S-4 1603.48 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.12 Loss of Rehypothecation Rights Due to a Change in Financial Condition Other Yes 4347.79 Day 56 587.94 Open S-5 528.59 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.12 Loss of Rehypothecation Rights Due to a Change in Financial Condition Other No 11504.87 Day 56 1312.10 <30 Days S-6 2031.27 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.12 Loss of Rehypothecation Rights Due to a Change in Financial Condition Other No 7004.54 Day 56 225.81 91-180 Days S-7 967.13 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.12 Loss of Rehypothecation Rights Due to a Change in Financial Condition Other No 15493.89 Day 57 1113.36 30-90 Days A-0-Q 2061.28 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.12 Loss of Rehypothecation Rights Due to a Change in Financial Condition Other Yes 2779.14 Day 57 337.01 30-90 Days A-1-Q 192.66 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.12 Loss of Rehypothecation Rights Due to a Change in Financial Condition Other Yes 11436.28 Day 57 946.52 Open A-2-Q 1224.42 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.12 Loss of Rehypothecation Rights Due to a Change in Financial Condition Other Yes 10230.42 Day 57 710.96 Open A-3-Q 186.88 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.12 Loss of Rehypothecation Rights Due to a Change in Financial Condition Other No 7937.69 Day 57 714.43 91-180 Days A-4-Q 452.48 No Operations